Average annual returns
Through 2024 · incl. N-PORT-derived 20241 year
14.81%
3 year
9.59%
5 year
11.03%
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
74 months through Oct. 31, 2025Volatility (ann.)
12.43%
Sharpe
1.07
Sortino
1.88
Max drawdown
-33.14%
Best month
15.70%
Worst month
-21.84%
Beta vs VTSAX
0.74
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.